OK I solved it!
I just created the bin folder, copy the .dll file to the bin folder and add this to the web.config file:
<compilation targetframework="4.0" defaultlanguage="C#">
<assemblies>
<add assembly="GemBox.Spreadsheet, Version=35.1.40.1025, Culture=neutral, PublicKeyToken=B1B72C69714D4847" />
</assemblies>
</compilation>
Thank you all :)